+187.5%
TYL vs PEGA
+94.9%
+92.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.1% |
| 7D | -1.6% | -4.6% | +3.0% | -0.1% |
| 30D | +22.1% | -6.8% | +28.9% | +24.7% |
| 3M | +33.4% | +2.6% | +30.8% | +32.1% |
| 6M | +36.8% | -5.4% | +42.2% | +38.4% |
| YTD | -6.7% | -46.0% | +39.4% | +10.9% |
| 1Y | -9.2% | -45.6% | +36.4% | +7.4% |
| 3Y | +1.2% | +43.2% | -42.0% | -21.6% |
| 5Y | -23.0% | -45.3% | +22.2% | -17.8% |
| All | +187.5% | +94.9% | +92.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling